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Trade: DYDX/USDT/360/WMA/SWMA/8105

Strategy
DYDX/USDT/360/WMA/SWMA/8105
Pair
DYDX_USDT
Interval
6h
Score
594738
Daily Profit
0.196373
Profit Factor
3.636074
Profitability
66.666667
Streak
0.000000
Best Strategy
Training Data Length
1481.250000
Evaluation Time
2025-09-29 05:29
Expiration Time
2025-11-12 12:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 454628.7402 163751.5737 290877.1665 2314119.1056 12717.5844 2301401.5212
Total P&L (%) 454.6287 163.7516 290.8772 2314.1191 12.7176 2301.4015
Avg Daily Profit (%) 0.3069 0.1106 0.1964 0.2152 0.0081 0.2148
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -80372 -44424 -43575 -3423666 -1584645 -1839020
Profit Factor 2.5459 1.8912 3.6361 1.4352 1.0042 1.9996
Total Trades 65 32 33 65 32 33
Winning Trades 39 17 22 39 17 22
Losing Trades 26 15 11 26 15 11
Profitability (%) 60 53.125 66.6667 60 53.125 66.6667
Ratio Avg Win / Avg Loss 1.6972 1.6687 1.818 0.9568 0.8861 0.9998
Largest Winning Trade 74661 74661 62101 2100755 635335 2100755
Largest Losing Trade -29583 -25278 -29583 -1289226 -765337 -1289226
Avg Bars in Trades 87 69 105 87 69 105
Avg Bars in Winners 90 55 117 90 55 117
Avg Bars in Losers 83 85 80 83 85 80
Bars Traded 5686 2221 3465 5686 2221 3465
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -121314 -41443 594738 -127292 -480443 407586
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5925,
    "evaluation_days": 1481.25,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1635184800000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759112948096,
    "expiration_time": 1762943400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 188,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 96,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            454628.7401915911,
            163751.5736641036,
            290877.1665274876,
            2314119.105609696,
            12717.5844228271,
            2301401.5211868696
        ],
        [
            454.62874,
            163.751574,
            290.877167,
            2314.119106,
            12.717584,
            2301.401521
        ],
        [
            0.306922,
            0.11055,
            0.196373,
            0.215179,
            0.008082,
            0.214822
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -80372,
            -44424,
            -43575,
            -3423666,
            -1584645,
            -1839020
        ],
        [
            2.545867,
            1.891174,
            3.636074,
            1.435156,
            1.004217,
            1.999629
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            39,
            17,
            22,
            39,
            17,
            22
        ],
        [
            26,
            15,
            11,
            26,
            15,
            11
        ],
        [
            60,
            53.125,
            66.666667,
            60,
            53.125,
            66.666667
        ],
        [
            1.697245,
            1.668683,
            1.818037,
            0.956771,
            0.886074,
            0.999814
        ],
        [
            74661,
            74661,
            62101,
            2100755,
            635335,
            2100755
        ],
        [
            -29583,
            -25278,
            -29583,
            -1289226,
            -765337,
            -1289226
        ],
        [
            87,
            69,
            105,
            87,
            69,
            105
        ],
        [
            90,
            55,
            117,
            90,
            55,
            117
        ],
        [
            83,
            85,
            80,
            83,
            85,
            80
        ],
        [
            5686,
            2221,
            3465,
            5686,
            2221,
            3465
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -121314,
            -41443,
            594738,
            -127292,
            -480443,
            407586
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5925,
    "evaluation_days": 1481.25,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1635184800000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759112948096,
    "expiration_time": 1762943400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 188,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 96,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)